[Eventstudies-commits] r410 - pkg/man

[noreply at r-forge.r-project.org]

Author: chiraganand
Date: 2015-03-13 12:34:08 +0100 (Fri, 13 Mar 2015)
New Revision: 410

Modified:
   pkg/man/lmAMM.Rd
Log:
Modified the value of nlags in the example.

Modified: pkg/man/lmAMM.Rd
===================================================================
--- pkg/man/lmAMM.Rd	2015-03-13 11:33:00 UTC (rev 409)
+++ pkg/man/lmAMM.Rd	2015-03-13 11:34:08 UTC (rev 410)
@@ -88,9 +88,10 @@
            others = currency.returns,
            switch.to.innov = FALSE,
            market.returns.purge = FALSE,
+           nlags = 4,
            verbose = FALSE)
 
-amm.result <- lmAMM(firm.returns, X, nlags = 0, verbose = FALSE)
+amm.result <- lmAMM(firm.returns, X, nlags = 3, verbose = FALSE)
 plot(amm.result)
 
 amm.residual <- residuals(amm.result)